A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems

SZ Yong, M Zhu, E Frazzoli - Automatica, 2016 - Elsevier
In this paper, we present a unified optimal and exponentially stable filter for linear discrete-
time stochastic systems that simultaneously estimates the states and unknown inputs in an …

[图书][B] Stochastic H2/H∞ control: A Nash game approach

W Zhang, L Xie, BS Chen - 2017 - taylorfrancis.com
The H∞ control has been one of the important robust control approaches since the 1980s.
This book extends the area to nonlinear stochastic H2/H∞ control, and studies more …

Some remarks on stability of stochastic singular systems with state-dependent noise

W Zhang, Y Zhao, L Sheng - Automatica, 2015 - Elsevier
This paper discusses the stability for stochastic singular systems with state-dependent noise
in both continuous-time and discrete-time cases. Firstly, the condition for the existence and …

Consensus seeking in multi-agent systems with multiplicative measurement noises

YH Ni, X Li - Systems & Control Letters, 2013 - Elsevier
In this paper, the consensus problems of the continuous-time integrator systems under noisy
measurements are considered. The measurement noises, which appear when agents …

On detectability of probabilistic Boolean networks

B Wang, J Feng - Information Sciences, 2019 - Elsevier
This paper devotes to introducing and investigating the detectability of probabilistic Boolean
networks (PBNs). Two types of detectability, weak detectability and strong detectability, are …

Structure-preserved power system transient stability using stochastic energy functions

T Odun-Ayo, ML Crow - IEEE Transactions on Power Systems, 2012 - ieeexplore.ieee.org
With the increasing penetration of renewable energy systems such as plug-in hybrid electric
vehicles, wind and solar power into the power grid, the stochastic disturbances resulting …

-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems

W Zhang, BS Chen - IEEE Transactions on Automatic Control, 2012 - ieeexplore.ieee.org
This paper introduces an H-representation method to express an n 2× 1 vector X→ as X→=
H [(X)\tilde]. Based on the introduced H-representation approach, several topics are …

Stochastic consentability of linear systems with time delays and multiplicative noises

X Zong, T Li, G Yin, JF Zhang - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
This paper develops stochastic consentability of linear multiagent systems with time delays
and multiplicative noises. First, the stochastic stability for stochastic differential delay …

Mean field linear–quadratic control: Uniform stabilization and social optimality

BC Wang, H Zhang, JF Zhang - Automatica, 2020 - Elsevier
This paper is concerned with uniform stabilization and social optimality for general mean
field linear–quadratic control systems, where subsystems are coupled via individual …

Stability of singular stochastic systems with Markovian switching

L Huang, X Mao - IEEE Transactions on Automatic control, 2010 - ieeexplore.ieee.org
In recent years, singular hybrid systems have received considerable attention. However, few
results are concerned with stability of singular hybrid stochastic systems. Based on a stability …